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hal.structure.identifierBiology, genetics and statistics [BIGS]
hal.structure.identifierInstitut Élie Cartan de Lorraine [IECL]
dc.contributor.authorAZAÏS, Romain
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorDUFOUR, François
hal.structure.identifierInstitut Élie Cartan de Lorraine [IECL]
dc.contributor.authorGÉGOUT-PETIT, Anne
dc.date.accessioned2024-04-04T03:19:28Z
dc.date.available2024-04-04T03:19:28Z
dc.date.issued2014-12
dc.identifier.issn0303-6898
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/194512
dc.description.abstractEnThis paper presents a non-parametric method for estimating the conditional densityassociated to the jump rate of a piecewise-deterministic Markov process. In our framework, theestimation needs only one observation of the process within a long time interval. Our method relieson a generalization of Aalen’s multiplicative intensity model. We pr ove the uniform consistency ofour estimator, under some reasonable assumptions related to the p rimitive characteristics of theprocess. A simulation study illustrates the behaviour of our estimator.
dc.language.isoen
dc.publisherWiley
dc.subject.enjump rate estimation
dc.subject.enNelson–Aalen estimator
dc.subject.enasymptotic consistency
dc.subject.enpiecewise-deterministic Markov process
dc.subject.ennon- parametric estimation
dc.subject.energodicity of Markov chains
dc.title.enNon-Parametric estimation of the conditional distribution of the interjumping times for piecewise-deterministic Markov processes
dc.typeArticle de revue
dc.identifier.doi10.1111/sjos.12076
dc.subject.halMathématiques [math]/Optimisation et contrôle [math.OC]
bordeaux.journalScandinavian Journal of Statistics
bordeaux.page950–969
bordeaux.volume41
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.issue4
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-01103700
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01103700v1
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